Private Denny was a member of the Special Air Service during World War II. After James Doyle is saved by Gerald Ingram and the Dutch Resistance, he joins his team in the Sicily Raiders to sabotage a German Gun battery on Sicily that jeopardizes the upcoming invasion of Sicily, Operation Husky. He assists Doyle along with Hoover in taking out the guns and their magazines. He was killed on July 12, 1943 when the Kübelwagen that he was riding in took a direct hit from a Panzer tank and drove off a cliff. He is not mentioned in the game again.